CNNE Options History — January 2019

In January 2019, CNNE traded between $17.20 and $19.32. ATM implied volatility averaged 39.2%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 15.2% (HV 20d: 24.0%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.11.

Notable Days

  • 2019-01-14: Highest Volume — 50 contracts
  • 2019-01-29: Largest IV spike — 119.3% change
  • 2019-01-08: Highest IV Rank — 42.4%
  • 2019-01-29: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.17$17.20$19.32$17.41$19.32
Max Pain$19.88$17.50$20.00$17.50$20.00
ATM IV39.2%23.4%60.3%46.3%25.2%
Expected Move10.3%6.7%14.7%13.3%8.5%
HV 20d24.0%19.2%27.6%24.9%20.9%
HV 60d34.2%32.3%35.4%35.2%32.4%
IV Rank20.7%4.7%42.4%28.1%6.5%
IV Percentile65.8%7.1%87.7%81.7%19.4%
Term Structure-9.5%-37.5%50.6%-35.4%-10.4%
VWIV22.5%13.5%28.7%27.9%23.3%
Skew 25d3.9%-13.1%17.0%-0.9%-0.5%
Skew 10d-1.7%-12.4%7.7%7.7%3.1%
Call IV 25d26.6%14.5%52.9%52.9%26.1%
Put IV 25d30.5%21.3%52.0%52.0%25.6%
Bid-Ask Spread %118.5097.52129.79122.92119.05
Gamma HHI0.360.240.770.300.61
Net GEX-3.9K-7.0K-1.5K-5.9K-2.6K
Net DEX132.7K74.0K183.9K183.9K74.0K
Net VEX-399-662-242-384-323
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.001.001.000.00
Total Volume12.66705001
Total OI418.952407441419407

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-01-02$17.41$17.5046.3%13.3%24.9%28.1%0.0%-0.9%-35.4%-5.9K183.9K-3840.00122.9200185234
2019-01-03$17.20$20.0035.4%8.7%24.2%16.9%0.0%-2.0%-8.6%-6.1K172.8K-4370.00125.6000185234
2019-01-04$17.48$20.0050.4%9.8%24.8%32.2%0.0%-6.8%-11.0%-4.0K151.1K-6620.00129.7900185234
2019-01-07$17.66$20.0055.4%10.4%25.0%37.3%0.0%7.1%-8.5%-4.9K143.8K-5670.00127.5500185234
2019-01-08$17.97$20.0060.3%7.9%25.1%42.4%0.0%-2.2%-3.3%-5.9K165.0K-3750.00125.8600185234
2019-01-09$18.20$20.0038.1%10.9%25.3%19.7%0.0%-2.4%-23.5%-5.3K143.9K-4820.00127.0000185234
2019-01-10$18.12$20.0039.4%11.3%25.4%21.0%27.9%-13.1%-23.9%-5.0K133.3K-5490.00123.3001185234
2019-01-11$18.10$20.0037.1%10.6%25.5%18.7%25.7%-1.1%-17.3%-5.6K149.2K-4991.00122.0311185235
2019-01-14$17.70$20.0038.5%11.0%27.0%20.0%28.7%-4.2%-18.5%-5.5K159.0K-4810.00128.59500186235
2019-01-15$18.07$20.0029.7%8.5%27.6%11.0%26.2%4.7%-3.6%-7.0K156.2K-3580.00117.98500206235
2019-01-16$18.20$20.0030.4%8.7%26.0%11.8%22.7%7.1%-6.1%-4.4K134.3K-3390.00116.33500206235
2019-01-17$18.20$20.0032.9%9.4%25.5%14.3%18.3%11.7%-8.4%-4.7K138.7K-3460.00118.55500206235
2019-01-18$18.30$20.0042.1%12.1%25.5%23.8%16.2%9.2%-26.0%-1.5K105.4K-4120.00115.04500206235
2019-01-22$18.22$20.0033.9%9.7%24.3%15.4%0.0%14.0%50.6%-1.9K125.7K-2860.00111.6600206202
2019-01-23$18.20$20.0040.1%11.5%24.0%21.7%0.0%15.9%-2.3%-1.6K105.2K-3850.00103.4600206202
2019-01-24$18.31$20.0035.1%10.1%23.2%16.6%0.0%17.0%-3.9%-1.9K122.5K-2920.00112.8200206202
2019-01-25$18.70$20.0050.4%14.5%20.1%32.2%13.5%12.8%-27.7%-1.5K96.7K-3430.00114.51110206202
2019-01-28$18.86$20.0023.4%6.7%19.2%4.7%0.0%14.1%22.5%-2.4K123.5K-2420.0097.5200205202
2019-01-29$18.55$20.0051.4%14.7%20.7%33.2%0.0%0.1%-37.5%-1.7K102.8K-3140.00112.3400205202
2019-01-30$18.77$20.0026.8%7.7%19.4%8.1%23.3%0.7%3.0%-1.8K99.6K-2970.00116.5310205202
2019-01-31$19.32$0.0025.2%8.5%20.9%6.5%0.0%-0.5%-10.4%-2.6K74.0K-3230.00119.0510205202